+117.8%
ORLY vs ACGL
+158.6%
-40.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.3% |
| 30D | -8.2% | -2.8% | -5.4% | -7.3% |
| 3M | -3.5% | +6.8% | -10.3% | -5.7% |
| 6M | -9.2% | -1.5% | -7.7% | -8.9% |
| YTD | -5.8% | -0.2% | -5.6% | -6.1% |
| 1Y | -19.3% | +5.3% | -24.6% | -21.1% |
| 3Y | +34.4% | +30.3% | +4.2% | +19.3% |
| 5Y | +117.8% | +151.8% | -34.0% | +46.1% |
| All | +117.8% | +158.6% | -40.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling